Having a winch is a great idea, even if you never get stuck. Because it means when your buddies get stuck, you get to pull them out. And that means you have the indisputable right to give them a rash of **** about it for months.
I've had winches from MileMarker, SmittyBilt, and Badlands, in both hydraulic and electric, and I honestly cannot say there's any real difference in quality or performance.
Hydraulic winches are a bit more complicated to install, and place a heavy load on your power steering pump so upgrading it might be a good idea. I had hydraulic assist steering with mine. On the other hand, hydraulic winches can be much faster than electric, and they do not overheat during long pulls. And obviously, they don't work if your engine isn't running.
Electric winches are easier to install, and although they will work without your engine running, they will kill your battery in short order. So adding a second deep cycle battery and a high output alternator might be a good idea. Both of our current winches are electric.
Synthetic lines require a bit more maintenance than steel, but they're safer in the event of failure. I've got synthetic on both our winches, along with soft shackles.
For self extraction, the traditional formula for pulling power is 1.5 times the weight of your vehicle. So for a 4,000 pound JK, an 8,000lb winch is fine. But you can never have too much power. And if you run with friends (as you should), the formula might be better expressed as 1.5 times the weight of your heaviest buddies vehicle. The ones I'm currently running are 10K and 12K. I tell our friends that my goal is simple. If we can't pull them out, we will have enough winch power to rip their vehicle into pieces small enough to carry out...
Along with the winch, you'll also need to get, at a minimum, a tree saver. My recovery bag has a couple tree savers, some snatch blocks, soft shackles, and a couple of kinetic ropes. I have gotten rid of all of the traditional tow straps; as with steel cable, I think their time is past.